pink_noise, a FORTRAN90 code which can generate random values taken from an approximate pink noise signal obeying a 1/f power law.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
pink_noise is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
colored_noise, a FORTRAN90 code which generates samples of noise obeying a 1/f^alpha power law.
CORRELATION, a FORTRAN90 code which contains examples of statistical correlation functions.
NORMAL, a FORTRAN90 code which computes elements of a sequence of pseudorandom normally distributed values.
SDE, a FORTRAN90 code which illustrates the properties of stochastic differential equations, and common algorithms for their analysis, by Desmond Higham;
STOCHASTIC_RK, a FORTRAN90 code which applies a Runge-Kutta scheme to a stochastic differential equation.
UNIFORM, a FORTRAN90 code which computes elements of a uniform pseudorandom sequence.